Sfoglia DiSES Working Papers per Soggetto "Forecasting"

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    • On the longshot bias in tennis betting markets: the CaSco normalization 

      Candila, Vincenzo; Scognamillo, Antonio (2017)
      This study focuses on investigating bookmakers’ behavior in the tennis gambling market in presence of a clear underdog. The aim of this paper is threefold. First, it investigates the distance (bias) between the true but ...

    • Variable selection in forecasting models for corporate bankruptcy 

      Amendola, Alessandra; Restaino, Marialuisa; Sensini, Luca (2011)
      In this paper we develop statistical models for bankruptcy prediction of Italian firms in the limited liability sector, using annual balance sheet information. Several issues involved in default risk analysis are investigated, ...